Prefer a chat interface with context about you and your work?
A large deviation inequality for vector functions on finite reversible Markov Chains
Let S N be the sum of vector-valued functions defined on a finite Markov chain.An analogue of the Bernstein-Hoeffding inequality is derived for the probability of large deviations of S N and relates the probability to the spectral gap of the Markov chain.Examples suggest that this inequality is better than …